Focused Information Criterion for Locally Misspecified Vector Autoregressive Models

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@article{e0f9fb78e8ab4b798ae31bb152b45408,

title = "Focused Information Criterion for Locally Misspecified Vector Autoregressive Models",

author = "J Lohmeyer and FC Palm and Hanno Reuvers and J-P Urbain",

year = "2019",

doi = "10.1080/07474938.2017.1409410",

language = "Undefined/Unknown",

volume = "38",

pages = "763--792",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor \& Francis Ltd (UK)",

number = "7",

}

TY - JOUR

T1 - Focused Information Criterion for Locally Misspecified Vector Autoregressive Models

AU - Lohmeyer, J

AU - Palm, FC

AU - Reuvers, Hanno

AU - Urbain, J-P

PY - 2019

Y1 - 2019

U2 - 10.1080/07474938.2017.1409410

DO - 10.1080/07474938.2017.1409410

M3 - Article

SN - 0747-4938

VL - 38

SP - 763

EP - 792

JO - Econometric Reviews

JF - Econometric Reviews

IS - 7

ER -